A limiting property of the nearest-neighbor recurrence coefficients for multiple orthogonal polynomials from a Nevai class is investigated. Namely, assuming that the nearest-neighbor coefficients have a limit along rays of the lattice, we describe it in terms of the solution of a system of partial differential equations.
In the case of two orthogonality measures the differential equation becomes ordinary. For Angelesco systems, the result is illustrated numerically.
In this paper we study sequences of matrix polynomials that satisfy a non-symmetric recurrence relation. To study this kind of sequences we use a vector interpretation of the matrix orthogonality. In the context of these sequences of matrix polynomials we introduce the concept of the generalized matrix Nevai class and we give the ratio asymptotics between two consecutive polynomials belonging to this class. We study the generalized matrix Chebyshev polynomials and we deduce its explicit expression as well as we show some illustrative examples. The concept of a Dirac delta functional is introdu…
A new recurrence relation for exceptional orthogonal polynomials is proposed, which holds for type 1, 2 and 3. As concrete examples, the recurrence relations are given for Xj-Hermite, Laguerre and Jacobi polynomials in j = 1,2 case.
We present an asymmetric $q$-Painlevé equation. We will derive this using $q$-orthogonal polynomials with respect to generalized Freud weights: their recurrence coefficients will obey this $q$-Painlevé equation (up to a simple transformation). We will show a stable method of computing a special solution which gives the recurrence coefficients. We establish a connection with $α-q-P_V$.
In a previous paper we presented $3+2M$ term recurrence relations with variable dependent coefficients for $M$-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we present (conjectures of) the recurrence relations with constant coefficients for these multi-indexed orthogonal polynomials. The simplest recurrence relations have $3+2\ell$ terms, where $\ell (\geq M)$ is the degree of the lowest member of the multi-indexed orthogonal polynomials.
Ordinary orthogonal polynomials are uniquely characterized by the three term recurrence relations up to an overall multiplicative constant. We show that the newly discovered M-indexed orthogonal polynomials satisfy 3+2M term recurrence relations with non-trivial initial data of the lowest M+1 members. These include the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. The M=0 case is the corresponding classical orthogonal polynomials.
We study orthogonal polynomials with periodically modulated Jacobi parameters in the case when $0$ lies on the soft edge of the spectrum of the corresponding periodic Jacobi matrix. We determine when the orthogonality measure is absolutely continuous and we provide a constructive formula for it in terms of the limit of Turán determinants. We next consider asymptotics of the solutions of associated second order difference equation. Finally, we study scaling limits of the Christoffel--Darboux kernel.
Multiple orthogonal polynomials satisfy a number of recurrence relations, in particular there is a $(r+2)$-term recurrence relation connecting the type II multiple orthogonal polynomials near the diagonal (the so-called step-line recurrence relation) and there is a system of $r$ recurrence relations connecting the nearest neighbors (the so-called nearest neighbor recurrence relations). In this paper we deal with two problems. First we show how one can obtain the nearest neighbor recurrence coefficients (and in particular the recurrence coefficients of the orthogonal polynomials for each of the…
We study solutions of three-term recurrence relations whose $N$-step transfer matrices belong to the uniform Stolz class. In particular, we derive the first order of their uniform asymptotics. For orthonormal polynomials we show more. Namely, we find the constructive formula for the density of their orthogonality measure in terms of Turán determinants and we determine their exact asymptotic behavior. We treat both bounded and unbounded cases in a uniform manner.
This paper derives sparse recurrence relations between orthogonal polynomials on a triangle and their partial derivatives, which are analogous to recurrence relations for Jacobi polynomials. We derive these recurrences in a systematic fashion by introducing ladder operators that map an orthogonal polynomial to another by incrementing or decrementing its associated parameters by one.
In this work we show that the $ N\times N $ Toeplitz determinants with the symbols $ z^μ\exp(-{1/2}\sqrt{t}(z+1/z)) $ and $ (1+z)^μ(1+1/z)^ν\exp(tz) $ -- known $τ$-functions for the \PIIIa and \PV systems -- are characterised by nonlinear recurrences for the reflection coefficients of the corresponding orthogonal polynomial system on the unit circle. It is shown that these recurrences are entirely equivalent to the discrete Painlevé equations associated with the degenerations of the rational surfaces $ D^{(1)}_{6} \to E^{(1)}_{7} $ (discrete Painlevé {\rm II}) and $ D^{(1)}_{5} \to E^{(1)}_{6}…
In a previous paper, we presented conjectures of the recurrence relations with constant coefficients for the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we present a proof for the Laguerre and Jacobi cases. Their bispectral properties are also discussed, which give a method to obtain the coefficients of the recurrence relations explicitly. This paper extends to the Laguerre and Jacobi cases the bispectral techniques recently introduced by Gómez-Ullate et al. to derive explicit expressions for the coefficients of the recurrence relation…
We consider the exactly solvable quantum mechanical systems whose eigenfunctions are described by the multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson and Askey-Wilson types. Corresponding to the recurrence relations with constant coefficients for the $M$-indexed orthogonal polynomials, it is expected that the systems satisfy the generalized closure relations. In fact we can verify this statement for small $M$ examples. The generalized closure relation gives the exact Heisenberg operator solution of a certain operator, from which the creation and annihilation operators of the s…
In previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson and Askey-Wilson types. In this paper we explore those of the Racah and $q$-Racah types. For the $M$-indexed ($q$-)Racah polynomials, we derive $3+2M$ term recurrence relations with variable dependent coefficients and $1+2L$ term ($L\geq M+1$) recurrence relations with constant coefficients. Based on the latter, the generalized closure relations and the creation and annihilation operators of the quantum mechanical systems described by the multi-indexed ($q$-)Rac…
In previous papers, we discussed the recurrence relations of the multi-indexed orthogonal polynomials of the Laguerre, Jacobi, Wilson, Askey-Wilson, Racah and $q$-Racah types. In this paper we explore those of the Meixner-Pollaczek and continuous Hahn types. For the $M$-indexed Meixner-Pollaczek and continuous Hahn polynomials, we present $3+2M$ term recurrence relations with variable dependent coefficients and $1+2L$ term ($L\geq M+1$) recurrence relations with constant coefficients. Based on the latter, the generalized closure relations and the creation/annihilation operators of the quantum …
We provide a simple method to recognize classical orthogonal polynomials on lattices defined only by their coefficients of the three term recurrence relation.
Over the last decade it has become clear that discrete Painlevé equations appear in a wide range of important mathematical and physical problems. Thus, the question of recognizing a given non-autonomous recurrence as a discrete Painlevé equation and determining its type according to Sakai's classification scheme, understanding whether it is equivalent to some known (model) example, and especially finding an explicit change of coordinates transforming it to such an example, becomes one of the central ones. Fortunately, Sakai's geometric theory provides an almost algorithmic procedure for answer…
Systems of orthogonal polynomials whose recurrence coefficients tend to infinity are considered. A summability condition is imposed on the coefficients and the consequences for the measure of orthogonality are discussed. Also discussed are asymptotics for the polynomials.
We use the Legendre polynomials and the Hermite polynomials as two examples to illustrate a simple and systematic technique on deriving asymptotic formulas for orthogonal polynomials via recurrence relations. Another application of this technique is to provide a solution to a problem recently raised by M. E. H. Ismail.
In this paper we prove in a constructing way that exceptional Charlier, Meixner, Hermite and Laguerre polynomials satisfy higher order recurrence relations. Our conjecture is that the recurrence relations provided in this paper have minimal order.
We show that multiple orthogonal polynomials for r measures $(μ_1,...,μ_r)$ satisfy a system of linear recurrence relations only involving nearest neighbor multi-indices $\vec{n}\pm \vec{e}_j$, where $\vec{e}_j$ are the standard unit vectors. The recurrence coefficients are not arbitrary but satisfy a system of partial difference equations with boundary values given by the recurrence coefficients of the orthogonal polynomials with each of measures $μ_j$. We show how the Christoffel-Darboux formula for multiple orthogonal polynomials can be obtained easily using this information. We give explic…
In this paper we present a general scheme for how to relate differential equations for the recurrence coefficients of semi-classical orthogonal polynomials to the Painlevé equations using the geometric framework of the Okamoto Space of Initial Conditions. We demonstrate this procedure in two examples. For semi-classical Laguerre polynomials appearing in \cite{HC17}, we show how the recurrence coefficients are connected to the fourth Painlevé equation. For discrete orthogonal polynomials associated with the hypergeometric weight appearing in \cite{FVA18} we discuss the relation of the recurrenc…
In this paper, we present a new method via the transfer matrix approach to obtain asymptotic formulae of orthogonal polynomials with asymptotically identical coefficients of bounded variation. We make use of the hyperbolicity of the recurrence matrices and employ Kooman's Theorem to diagonalize them simultaneously. The method introduced in this paper allows one to consider products of matrices such that entries of consecutive matrices are of bounded variation. Finally, we apply the asymptotic formulae obtained to solve the point mass problem on the real line when the measure is essentially sup…
Ratio asymptotics for matrix orthogonal polynomials with recurrence coefficients $A_n$ and $B_n$ having limits $A$ and $B$ respectively (the matrix Nevai class) were obtained by Durán. In the present paper we obtain an alternative description of the limiting ratio. We generalize it to recurrence coefficients which are asymptotically periodic with higher periodicity, and/or which are slowly varying in function of a parameter. Under such assumptions, we also find the limiting zero distribution of the matrix orthogonal polynomials, generalizing results by Durán-López-Saff and Dette-Reuther to the…
It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel measure on the real line. In this paper we extend this result and show that every system of polynomials satisfying some $(2N+1)$-term recurrence relation can be expressed in terms of orthonormal matrix polynomials for which the coefficients are $N\times N$ matrices. We apply this result to polynomials orthogonal with respect to a discrete Sobolev inner produ…
In this work is presented a study on matrix biorthogonal polynomials sequences that satisfy a nonsymmetric recurrence relation with unbounded coefficients. The ratio asymptotic for this family of matrix biorthogonal polynomials is derived in quite general assumptions. It is considered some illustrative examples.
Orthogonalisation of the (ordered) base $\lbrace 1,z^{-1},z,z^{-2},z^{2}, >...c,z^{-k},z^{k},...c \rbrace$ with respect to the real inner product $(f,g) \mapsto \int_{\mathbb{R}}f(s)g(s) \exp (-\mathscr{N} V(s)) \md s$, $\mathscr{N} \in \mathbb{N}$, where $V$ is real analytic on $\mathbb{R} \setminus \{0\}$, $\lim_{| x | \to \infty}(V(x)/ \ln (x^{2} + 1)) = +\infty$, and $\lim_{| x | \to 0} (V(x)/\ln (x^{-2} + 1)) = +\infty$, yields the even degree and odd degree orthonormal Laurent polynomials (OLPs), $ϕ_{2n}(z) = \sum_{k=-n}^{n} ξ^{(2n)}_{k}z^{k}$, with $ξ^{(2n)}_{n} > 0$, and $ϕ_{2n+1}(z) =…
In this paper, we derive new recurrence relations for two-variable orthogonal polynomials for example Jacobi polynomial, Bateman's polynomial and Legendre polynomial via two different differential operators $Ξ=\left(\frac{\partial }{\partial z} +\sqrt{w} \frac{\partial }{\partial w} \right)$ and $Δ=\left(\frac{1}{w} \frac{\partial }{\partial z} +\frac{1}{z} \frac{\partial }{\partial w} \right)$. We also derive some special cases of our main results.
Recurrence coefficients of semi-classical orthogonal polynomials (orthogonal polynomials related to a weight function $w$ such that $w'/w$ is a rational function) are shown to be solutions of non linear differential equations with respect to a well-chosen parameter, according to principles established by D. G. Chudnovsky. Examples are given. For instance, the recurrence coefficients in $a_{n+1}p_{n+1}(x)=xp_n(x) -a_np_{n-1}(x)$ of the orthogonal polynomials related to the weight $\exp(-x^4/4-tx^2)$ on {\blackb R\/} satisfy $4a_n^3\ddot a_n = (3a_n^4+2ta_n^2-n)(a_n^4+2ta_n^2+n)$, and $a_n^2$ sa…
The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference equations of certain coefficient functions appearing in the theory. A natural formulation of the Riemann-Hilbert problem is presented which has as its solution the above system of orthogonal polynomials and associated functions. In particular for the case of regular semi-classical weights on the unit circle $ w(z) = \prod^m_{j=1}(z-z_j(t))^{ρ_j} $, consisting…
We study asymptotics of the recurrence coefficients of orthogonal polynomials associated to the generalized Jacobi weight, which is a weight function with a finite number of algebraic singularities on $[-1,1]$. The recurrence coefficients can be written in terms of the solution of the corresponding Riemann-Hilbert problem for orthogonal polynomials. Using the steepest descent method of Deift and Zhou, we analyze the Riemann-Hilbert problem, and obtain complete asymptotic expansions of the recurrence coefficients. We will determine explicitly the order $1/n$ terms in the expansions. A critical …
We consider a sequence of polynomials $\{P_n\}_{n \geq 0}$ satisfying a special $R_{II}$ type recurrence relation where the zeros of $P_n$ are simple and lie on the real line. It turns out that the polynomial $P_n$, for any $n \geq 2$, is the characteristic polynomial of a simple $n \times n$ generalized eigenvalue problem. It is shown that with this $R_{II}$ type recurrence relation one can always associate a positive measure on the unit circle. The orthogonality property satisfied by $P_n$ with respect to this measure is also obtained. Finally, examples are given to justify the results.
We give four examples of families of orthogonal polynomials for which the coefficients in the recurrence relation satisfy a discrete Painlevé equation. The first example deals with Freud weights $|x|^ρ\exp(-|x|^m)$ on the real line, and we repeat Freud's derivation and analysis for the cases $m=2,4,6$. The Freud equations for the recurrence coefficients when $m=4$ corresponds to the discrete Painlevé I equation. The second example deals with orthogonal polynomials on the unit circle for the weight $\exp(λ\cos θ)$. These orthogonal polynomials are important in the theory of random unitary matri…
We establish some new Turán's type inequalities for orthogonal polynomials defined by a three-term recurrence with monotonic coefficients. As a corollary we deduce asymptotic bounds on the extreme zeros of orthogonal polynomials with polynomially growing coefficients of the three-term recurrence.
Every classical orthogonal polynomial system $p_n(x)$ satisfies a three-term recurrence relation of the type \[ p_{n+1}(x)=(A_nx+B_n)p_n(x)-C_np_{n-1}(x)~ (n=0,1,2,\ldots, p_{-1}\equiv 0), \] with $C_nA_nA_{n-1}>0$. Moreover, Favard's theorem states that the converse is true. A general method to derive the coefficients $A_n$, $B_n$, $C_n$ in terms of the polynomial coefficients of the divided-difference equations satisfied by orthogonal polynomials on a quadratic or $q$-quadratic lattice is recalled. The Maple implementations rec2ortho of Koorwinder and Swarttouw or retode of Koepf and Schmers…
The relation between the spectral decomposition of a self-adjoint operator which is realizable as a higher order recurrence operator and matrix-valued orthogonal polynomials is investigated. A general construction of such operators from scalar-valued orthogonal polynomials is presented. Two examples of matrix-valued orthogonal polynomials with explicit orthogonality relations and three-term recurrence relation are presented, which both can be considered as $2\times 2$-matrix-valued analogues of subfamilies of Askey-Wilson polynomials.
Zeilberger's algorithm provides a method to compute recurrence and differential equations from given hypergeometric series representations, and an adaption of Almquist and Zeilberger computes recurrence and differential equations for hyperexponential integrals. Further versions of this algorithm allow the computation of recurrence and differential equations from Rodrigues type formulas and from generating functions. In particular, these algorithms can be used to compute the differential/difference and recurrence equations for the classical continuous and discrete orthogonal polynomials from th…
We establish the asymptotic zero distribution for polynomials generated by a four-term recurrence relation with varying recurrence coefficients having a particular limiting behavior. The proof is based on ratio asymptotics for these polynomials. We can apply this result to three examples of multiple orthogonal polynomials, in particular Jacobi-Pineiro, Laguerre I and the example associated with Macdonald functions. We also discuss an application to Toeplitz matrices.
We give the asymptotic behavior of the ratio of two neighboring multiple orthogonal polynomials under the condition that the recurrence coefficients in the nearest neighbor recurrence relations converge.
Generalized Jacobi polynomials are orthogonal polynomials related to a weight function which is smooth and positive on the whole interval of orthogonality up to a finite number of points, where algebraic singularities occur. The influence of these singular points on the asymptotic behaviour of the recurrence coefficients is investigated.
In this paper, we study the sequence of orthogonal polynomials $\{S_n\}_{n=0}^{\infty}$ with respect to the Sobolev-type inner product $$\langle f,g \rangle= \int_{-1}^{1} f(x) g(x) \,dμ(x) +\sum_{j=1}^{N} η_{j} \,f^{(d_j)}(c_{j}) g^{(d_j)}(c_{j}), $$ where $μ$ is in the Nevai class $\mathbf{M}(0,1)$, $η_j >0$, $N,d_j \in \mathbb{Z}_{+}$ and $\{c_1,\dots,c_N\}\subset \mathbb{R} \setminus [-1,1]$. Under some restriction of order in the discrete part of $\langle\cdot,\cdot \rangle$, we prove that for sufficiently large $n$ the zeros of $S_n$ are real, simple, $n-N$ of them lie on $(-1,1)$ and ea…
We consider multiple orthogonal polynomials associated with the exponential cubic weight e^{-x^3} over two contours in the complex plane. We study the basic properties of these polynomials, including the Rodrigues formula and nearest-neighbor recurrence relations. It turns out that the recurrence coefficients are related to a discrete Painlevé equation. The asymptotics of the recurrence coefficients, the ratio of the diagonal multiple orthogonal polynomials and the (scaled) zeros of these polynomials are also investigated.
